Mention pickling in the docs for creating custom Transport Adapters

While subclassing HTTPAdapter as well as Session the class variable __attrs__ needs to be appended with any custom instance variables. Otherwise, the instance breaks during pickling, which can happen in many different scenarios - for example, during Django's setUpTestData deep copying/in-memory data isolation. I think it would be nice if this is mentioned in the documentation.

There's a classic example of a custom adapter for setting a timeout value that is mentioned in multiple blog posts. Unfortunately, all of these examples are essentially broken because of a lack of information about pickling and __attrs__ class variable.

And yet the pattern of overriding __attrs__ exists in many open source libs, for example:

https://github.com/requests/toolbelt/blob/master/requests_toolbelt/adapters/ssl.py#L46
https://github.com/docker/docker-py/blob/main/docker/transport/unixconn.py#L57

If this pattern is so commonly used and needed, it might be a good idea to add it to the docs. Again, this is because so many people can stumble upon this issue.

Start from the documentation section covering custom Transport Adapters and review how subclassing HTTPAdapter or Session is currently explained. Document that custom instance variables require updating attrs for pickling, including the timeout-adapter pattern; done means readers are warned about the failure mode and the required adjustment.